Soc. Generale Call 3.5 GLEN 20.12.2024
/ DE000SU9XGG0
Soc. Generale Call 3.5 GLEN 20.12.../ DE000SU9XGG0 /
8/27/2024 8:12:00 AM |
Chg.+0.060 |
Bid3:04:09 PM |
Ask3:04:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+7.59% |
0.840 Bid Size: 45,000 |
0.860 Ask Size: 45,000 |
Glencore PLC ORD USD... |
3.50 GBP |
12/20/2024 |
Call |
Master data
WKN: |
SU9XGG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 GBP |
Maturity: |
12/20/2024 |
Issue date: |
2/27/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.40 |
Historic volatility: |
0.27 |
Parity: |
0.71 |
Time value: |
0.17 |
Break-even: |
5.02 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.33% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
4.44 |
Rho: |
0.01 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.66% |
1 Month |
|
|
-20.56% |
3 Months |
|
|
-48.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.750 |
1M High / 1M Low: |
1.070 |
0.700 |
6M High / 6M Low: |
1.880 |
0.660 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.816 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.276 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.48% |
Volatility 6M: |
|
95.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |